+2,892.9%
FITB vs AA
+231.6%
+2,661.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +0.3% |
| 7D | -1.1% | +4.8% | -5.9% | -2.9% |
| 30D | +7.3% | -0.6% | +8.0% | +7.3% |
| 3M | -4.0% | -16.3% | +12.3% | +1.5% |
| 6M | +11.9% | -33.4% | +45.3% | +26.3% |
| YTD | +19.0% | -20.7% | +39.7% | +22.5% |
| 1Y | +31.0% | +12.9% | +18.1% | +17.0% |
| 3Y | +143.8% | +75.7% | +68.1% | +66.9% |
| 5Y | +48.9% | -6.8% | +55.7% | +14.9% |
| 10Y | +236.6% | +53.6% | +183.0% | +66.8% |
| All | +2,892.9% | +231.6% | +2,661.4% | +879.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling